-LRB- CNN -RRB- -- Mexico City sees its share of protests , but this one was unusual .

One woman wept . Other protesters shouted at the tops of their lungs , demanding answers . Still others showed pictures of their relatives to puzzled passersby .

The protesters who gathered Thursday are relatives of 11 partygoers who went missing more than a week ago from a bar in a posh Mexico City neighborhood known as `` Zona Rosa , '' or Pink Zone . The area has a vibrant night scene with bars , nightclubs and upscale restaurants on every street .

The protesters say their relatives were kidnapped on May 26 as they were partying at Heaven , an after-hours bar in the neighborhood . All 11 disappeared between 10 a.m. and noon , they say .

The bar is only steps away from Paseo de la Reforma , an iconic avenue in central Mexico City . The emblematic Angel of Independence monument is nearby , as are the U.S. Embassy and the financial district .

Guadalupe Dominguez , a relative of one of the missing , said a witness told her the 11 people were kidnapped by armed men who showed up in SUVs , but authorities say there 's no evidence of such an incident .

`` A young fellow who managed to escape was the one who told us about it , but we do n't really know anything else , '' Dominguez said .

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Most of those hanging out at the after-hours bar were in their 20s , except for Yersi Ortiz , who is 16 . Maria Teresa Ramos , Ortiz 's grandmother , said relatives are mystified and want answers .

`` This supposedly happened on Sunday in broad daylight . This could n't have happened during the day and only a few steps from Reforma Avenue without anybody noticing . There should be surveillance cameras that can show us exactly what happened , '' Ramos said .

Maria del Carmen Zamudio , another relative at the protest , said the witness told them the young people were all suddenly told to leave .

`` The -LRB- bar -RRB- owner apparently told them that there was going to be a police operation and turned the lights off . He told them to get out , and armed men in black SUVs were already waiting for them outside , '' Zamudio said .

Police say there was no such operation . Mexico City Mayor Miguel Angel Mancera said authorities are treating the incident as a missing-person case because so far , there 's no evidence the young people were kidnapped .

`` For now , we have n't been able to confirm how this happened or the specific location where -LRB- these young people -RRB- were kidnapped . What we have is a missing persons report and the knowledge that they 're missing . We have to do something to find them , '' Mancera said .

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Mexico City District Attorney Rodolfo Rios Garza said security cameras at the bar were not working , but authorities are relying on city cameras in the neighborhood .

So far , he said , an analysis of video from the cameras does not show any violence in or around the bar where the kidnapping supposedly took place .

Authorities searched the bar and found illegal drugs but no signs of forced entry or anything that would indicate the young people had been kidnapped , Rios Garza said .

More than 26,000 people have gone missing in Mexico over the past six years as violence surged and the country 's government cracked down on drug cartels , according to Mexico 's Interior Ministry . Authorities do n't have data about how many of the disappearances are connected with organized crime .

The 26,121 disappearances occurred during former President Felipe Calderon 's six-year administration , which ended on December 1 when Enrique Pena Nieto assumed the presidency .

The bar has been shut down while the investigation into the disappearances continues . The Mexican attorney general 's office has also joined the investigation .

Last month , Malcolm Shabazz , the grandson of civil rights activist Malcolm X , was beaten to death at another Mexico City establishment .

Shabazz , 28 , was found just outside the bar by police at 3:30 a.m. one block south of Plaza Garibaldi .

Two bartenders were arrested in connection with Shabazz 's killing , the attorney general 's office said . Rios Garza said the men work at the bar , The Palace Club , where Shabazz and three people had drinks . An argument ensued when the staff said the bill was $ 1,200 . Shabazz was beaten while another man was threatened and stripped of his belongings , Rios said .

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CNN 's Steve Almasy and Catherine E. Shoichet contributed to this report .

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11 young people go missing from Mexico City bar on May 26 in broad daylight

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Relatives say they were told their loved ones were kidnapped

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District attorney , mayor say there 's no evidence of foul play and are investigating

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In May , Malcolm X grandson Malcolm Shabazz was killed at another Mexico City bar